Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47830.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46435.89 Kr¶

PnL: ---------------------------------------> -452.68 Kr¶

DD now: ---------------------------------> -1.643 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:15:20.780530'

Anic Portfolio¶

Today¶

Return: -0.171 %¶

This Week¶

Return: -0.171 %¶

Total¶

Return: 56.586 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.820000 3203.200000 232.200000 7.820000 2971.000006
HEBA B 70 2.030000 2810.500000 174.500000 6.620000 2636.000010
Boozt 12 1.350000 1708.800000 54.800000 3.310000 1653.999996
AcadeMedia 12 2.040000 605.400000 48.400000 8.690000 557.000004
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.760000 391.100000 36.100000 10.170000 355.000000
SAAB B 8 -0.790000 3412.800000 35.800000 1.060000 3377.000000
MedCap 2 2.250000 455.000000 34.000000 8.080000 421.000000
Resurs Holding 22 0.150000 601.920000 27.920000 4.860000 573.999998
OEM International B 7 1.410000 553.700000 25.700000 4.870000 527.999997
HMS Networks 2 1.690000 696.400000 23.400000 3.480000 673.000000
Intrum 4 2.390000 548.800000 21.800000 4.140000 527.000000
Coor Service Management Hold. 8 2.470000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -1.260000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
CTEK 13 1.550000 538.200000 4.200000 0.790000 533.999999
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.240000 565.950000 1.950000 0.350000 564.000000
Karnov Group 9 -1.000000 535.500000 -0.500000 -0.090000 536.000004
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Securitas B 6 0.850000 568.800000 -1.200000 -0.210000 570.000000
Samhällsbyggnadsbo. i Norden D 12 1.390000 244.320000 -1.680000 -0.680000 246.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Sampo Oyj SDB 7 0.090000 3846.500000 -3.500000 -0.090000 3850.000000
Essity B 2 -1.320000 569.800000 -4.200000 -0.730000 574.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 3.040000 577.080000 -5.920000 -1.020000 582.999984
Nordea Bank Abp 29 -0.030000 3447.520000 -6.480000 -0.190000 3453.999992
International Petroleum Corp. 5 3.280000 566.000000 -28.570000 -4.810000 594.565215
FM Mattsson Mora Group B 50 -2.690000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 0.500000 1456.200000 -207.800000 -12.490000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46435.890000 -452.680000 -1.64313% 46888.564618

Updated:¶

'2023-01-23 10:15:33.244598'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶